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Strategies / Momentum / Stochastic RSI And CMF Trend

Stochastic RSI And CMF Trend

Buys when Stochastic RSI %K crosses above 20 with Chaikin Money Flow above 0, ATR above its 20 bar average, and price above the 200 EMA. Sells short when %K crosses below 80 with Chaikin Money Flow below 0 and the same ATR filter.

MomentumLong & shortIntradayBrent Crude15 min
n/aProfit factor
8,204Net profit EUR
39.71%Win rate
1,254Trades
-7,339Max drawdown
6.54Avg trade

Best run of 10. Brent Crude, 15 min, spread 3, from run sweeps:2026-10-03-BRENT-15m-opt.tsv:3.

Entry rules, long

  2. Chaikin Money Flow (20) is above 0.
  3. ATR(14) is above its 20 bar average.
  4. The close is above the 200 EMA.

Entry rules, short

  2. Chaikin Money Flow (20) is below 0.
  3. ATR(14) is above its 20 bar average.
  4. Short entries have no 200 EMA condition.

Exit rules

  2. No stop or target is set.

Test conditions

PeriodUp to 2026-10-03
InstrumentBrent Crude, 15 minutes
Spread3 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-03

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Brent CrudeBest run15 minn/a 1,25439.718,204 EUR-7,339
Silver2 minn/a 1,08638.8621,641 USD-19,682
US Crude Oil4 hoursn/a 12147.1113,838 EUR-4,514
Nasdaq 100Dailyn/a 1553.3312,912 EUR-10,123
Nasdaq 10030 minn/a 70643.6312,741 EUR-5,268
DAX 40Dailyn/a 1758.829,973 EUR-5,928
Brent Crude1 hourn/a 33043.646,655 EUR-6,002
GBP/USDDailyn/a 2552.003,408 USD-2,759
S&P 500Dailyn/a 1540.003,247 EUR-1,984
Gold1 minn/a 96840.60924 EUR-653

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Stochastic RSI And CMF Trend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Momentum
// Direction: Long & short
// Timeframe tested: 15 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ema = ExponentialAverage[200](close)

46 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

StochasticRSIVolumeATRSMAEMA
Read this firstKnown weaknesses2 points
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 7,339 EUR is large next to the net profit of 8,204 EUR.

Questions

About this strategy

Can I run Stochastic RSI And CMF Trend in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 10 market and timeframe combinations. The best run by trade count was Brent Crude, 15 minutes, with 1,254 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,339 EUR at the tested position size, against a net result of 8,204 EUR.

Does it trade long, short or both?

It trades both long and short.

Related

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Hull Trend With ADX Filter

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1.27 PF · 1,400 trades

ATR Momentum

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n/a PF · 15,021 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs